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HW 5: Interest Rates Saved Help Save & Exit Submit Check my work U.S. Treasury STRIPS, close of business November 15, 2015 Price 95.035 92.570
HW 5: Interest Rates Saved Help Save & Exit Submit Check my work U.S. Treasury STRIPS, close of business November 15, 2015 Price 95.035 92.570 89.342 Maturity 10 points Price November 16 99.471 November 17 98.782 November 18 96.827 Maturity November 19 November20 November21 eBook Print References a. According to the pure expectations theory of interest rates, how much do you expect to pay for a five-year STRIPS on November 15, 2016? (Do not round intermediate calculations. Enter your answer as a percent rounded to 3 decimal places.) Price b. According to the pure expectations theory of interest rates, how much do you expect to pay for a two-year STRIPS on November 15, 2018? (Do not round intermediate calculations. Enter your answer as a percent rounded to 3 decimal places.) Price
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